It is a very sad story - my understanding is that he suffered from serious depression episodes during his life, certainly from the mid-60s, which resulted in various suicide attempts over the years. The final straw in the early 1990s was major dental issues requiring a full set of implant replacements, which was bodged (his regular dentist wasn’t an expert in this area and dental implants were in their infancy). By all accounts Ronnie lived for playing his sax and this stopped him playing, likely the final straw. He was found dead in his Mayfair flat - Open verdict but strong probability of another suicide attempt which in this case wasn’t saved. I recall the news of this and it made major headlines and stunned the UK jazz community.
Like so many brilliant, natural comics Ronnie suffered from periods of severe depression.